+298.9%
CDW vs EFV
+163.3%
+135.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -1.0% |
| 7D | +9.3% | +2.5% | +6.8% | +6.9% |
| 30D | +14.4% | +2.9% | +11.4% | +11.8% |
| 3M | +21.4% | -1.4% | +22.8% | +23.4% |
| 6M | +72.8% | +5.5% | +67.3% | +64.5% |
| YTD | +28.0% | +16.1% | +12.0% | +9.8% |
| 1Y | +19.3% | +20.3% | -0.9% | -1.0% |
| 3Y | -15.3% | +90.4% | -105.7% | -55.2% |
| 5Y | -3.8% | +93.5% | -97.3% | -50.2% |
| All | +298.9% | +163.3% | +135.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling